Initial columns callback

[guimarqu]

fix #514 and #614

[codecov]

Codecov Report

Merging #656 (e79accd) into master (d259ffa) will decrease coverage by 0.26%.
The diff coverage is 48.83%.

@@            Coverage Diff             @@
##           master     #656      +/-   ##
==========================================
- Coverage   85.92%   85.65%   -0.27%     
==========================================
  Files          48       48              
  Lines        5371     5411      +40     
==========================================
+ Hits         4615     4635      +20     
- Misses        756      776      +20     

Impacted Files	Coverage Δ
src/MathProg/problem.jl	78.12% <0.00%> (-8.09%)	⬇️
src/MOIcallbacks.jl	85.85% <33.33%> (-11.68%)	⬇️
src/MathProg/reformulation.jl	70.58% <33.33%> (-7.99%)	⬇️
src/optimize.jl	94.11% <60.00%> (+0.17%)	⬆️
src/MOIwrapper.jl	88.85% <75.00%> (-0.09%)	⬇️
src/MathProg/formulation.jl	82.25% <100.00%> (+0.35%)	⬆️

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